+54.2%
PPL vs CAPR
-75.6%
+129.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | +2.7% | -2.0% | +4.6% | +2.7% |
| 30D | +0.5% | +139.2% | -138.7% | -0.1% |
| 3M | +0.7% | -66.4% | +67.0% | +0.8% |
| 6M | -7.6% | -63.1% | +55.5% | -7.5% |
| YTD | +1.8% | -67.4% | +69.2% | +2.0% |
| 1Y | -0.8% | +58.2% | -59.0% | -2.6% |
| 3Y | +56.9% | +42.2% | +14.7% | +51.8% |
| 5Y | +39.5% | +87.3% | -47.7% | +33.7% |
| All | +54.2% | -75.6% | +129.8% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling